📊 回测报告 - ETHUSDT

回测周期: 2024-12-21 15:30:00+00:00 至 2026-02-18 14:00:00+00:00

总收益率
376.99%
最大回撤
64.37%
夏普比率
0.20
胜率
53.95%
盈亏比
1.23
交易次数
76
杠杆倍数
6x
止损触发
0
⚙️ 回测参数
交易对: ETHUSDT
周期: 30min
策略: MACDStrategy
杠杆: 6x
初始资金: 10,000 USDT
仓位比例: 100%
止损率: 9.5%
止盈率: 36.0%
手续费率: 0.04%
策略参数: trade_mode=long_only, hist_filter=1.52, fast_period=21, slow_period=86, signal_period=12
📈 K线图与交易标记
📊 MACD指标
💰 权益曲线
📉 回撤曲线
📋 交易记录
开仓时间 平仓时间 开仓价 平仓价 数量 盈亏 平仓原因
2024-12-30 01:00:00+00:00 2024-12-30 13:00:00+00:00 3428.98 3365.30 2.9163 -1118.19 signal
2024-12-31 08:00:00+00:00 2024-12-31 18:00:00+00:00 3394.21 3354.28 2.6156 -630.15 signal
2025-01-10 17:30:00+00:00 2025-01-11 01:00:00+00:00 3313.36 3248.55 2.4881 -970.77 signal
2025-01-13 00:30:00+00:00 2025-01-13 02:30:00+00:00 3307.46 3254.91 2.1981 -695.91 signal
2025-01-13 21:30:00+00:00 2025-01-15 03:00:00+00:00 3112.82 3214.99 2.1110 1291.38 signal
2025-01-15 14:00:00+00:00 2025-01-16 03:00:00+00:00 3287.02 3359.76 2.3912 1040.41 signal
2025-01-17 02:00:00+00:00 2025-01-18 02:30:00+00:00 3389.16 3450.23 2.6252 958.30 signal
2025-01-19 14:00:00+00:00 2025-01-19 22:30:00+00:00 3351.12 3265.88 2.9399 -1507.43 signal
2025-01-21 10:00:00+00:00 2025-01-22 05:30:00+00:00 3293.07 3317.66 2.5328 370.32 signal
2025-01-27 14:30:00+00:00 2025-01-28 14:30:00+00:00 3135.78 3171.27 2.7769 587.78 signal
2025-01-29 20:00:00+00:00 2025-01-30 21:30:00+00:00 3161.48 3243.24 2.9391 1437.99 signal
2025-01-31 11:00:00+00:00 2025-01-31 20:00:00+00:00 3328.23 3310.80 3.2228 -341.31 signal
2025-02-03 10:30:00+00:00 2025-02-04 06:30:00+00:00 2608.91 2725.99 3.9789 2790.75 signal
2025-02-05 05:30:00+00:00 2025-02-05 17:30:00+00:00 2783.23 2739.19 4.7309 -1255.28 signal
2025-02-12 16:30:00+00:00 2025-02-13 07:00:00+00:00 2647.68 2678.64 4.4970 830.55 signal
2025-02-25 15:30:00+00:00 2025-02-26 13:00:00+00:00 2408.99 2434.29 5.2854 797.17 signal
2025-02-28 13:30:00+00:00 2025-03-01 10:30:00+00:00 2150.51 2203.94 6.2890 2010.57 signal
2025-03-02 16:00:00+00:00 2025-03-03 03:00:00+00:00 2266.20 2431.62 6.8527 6794.81 signal
2025-04-07 12:30:00+00:00 2025-04-08 14:30:00+00:00 1520.01 1530.34 14.6830 901.06 signal
2025-05-22 00:00:00+00:00 2025-05-22 16:30:00+00:00 2569.38 2644.99 9.0335 4088.56 signal
2025-06-02 14:00:00+00:00 2025-06-03 11:00:00+00:00 2530.23 2607.27 10.7854 4974.22 signal
2025-06-10 11:00:00+00:00 2025-06-10 16:30:00+00:00 2759.51 2729.74 11.6879 -2100.46 signal
2025-06-11 15:00:00+00:00 2025-06-11 19:00:00+00:00 2850.03 2819.81 10.5752 -1929.42 signal
2025-07-09 12:00:00+00:00 2025-07-10 09:00:00+00:00 2661.93 2782.71 10.5931 7664.83 signal
2025-07-10 21:00:00+00:00 2025-07-11 11:00:00+00:00 2905.18 2985.50 12.3406 5932.45 signal
2025-07-18 00:30:00+00:00 2025-07-18 10:30:00+00:00 3537.37 3619.50 11.8081 5801.72 signal
2025-07-23 23:30:00+00:00 2025-07-24 06:00:00+00:00 3627.49 3573.81 13.1096 -4241.07 signal
2025-07-24 08:30:00+00:00 2025-07-25 00:30:00+00:00 3632.84 3658.52 11.9176 1818.82 signal
2025-07-25 09:30:00+00:00 2025-07-25 15:00:00+00:00 3725.94 3637.89 12.1033 -6411.79 signal
2025-07-27 10:30:00+00:00 2025-07-28 09:00:00+00:00 3815.72 3880.35 10.1334 3913.82 signal
2025-08-06 05:30:00+00:00 2025-08-06 12:30:00+00:00 3637.19 3582.91 11.7026 -3828.09 signal
2025-08-09 05:00:00+00:00 2025-08-09 14:30:00+00:00 4178.82 4195.48 9.2657 910.65 signal
2025-08-11 16:00:00+00:00 2025-08-11 20:00:00+00:00 4350.50 4240.90 9.1058 -6003.42 signal
2025-08-12 12:30:00+00:00 2025-08-13 07:30:00+00:00 4404.92 4624.29 7.6268 10024.46 signal
2025-08-15 02:00:00+00:00 2025-08-15 13:30:00+00:00 4627.74 4538.39 9.4229 -5068.70 signal
2025-08-19 10:00:00+00:00 2025-08-19 15:00:00+00:00 4292.75 4224.30 8.9734 -3700.52 signal
2025-08-22 02:00:00+00:00 2025-08-22 12:00:00+00:00 4306.95 4228.34 8.0810 -3825.15 signal
2025-08-22 14:00:00+00:00 2025-08-23 02:30:00+00:00 4576.15 4713.98 6.7667 5583.16 signal
2025-08-26 05:00:00+00:00 2025-08-27 19:00:00+00:00 4426.07 4555.00 8.2548 6370.68 signal
2025-08-28 06:00:00+00:00 2025-08-28 15:00:00+00:00 4569.71 4514.48 9.3862 -3127.35 signal
2025-09-26 01:00:00+00:00 2025-09-27 08:00:00+00:00 3927.79 3996.80 10.1196 4173.95 signal
2025-09-29 14:00:00+00:00 2025-09-30 02:30:00+00:00 4178.27 4196.50 10.5081 1131.74 signal
2025-10-01 08:30:00+00:00 2025-10-01 22:30:00+00:00 4289.99 4310.55 10.4942 1276.47 signal
2025-10-11 08:30:00+00:00 2025-10-13 09:00:00+00:00 3812.89 4146.94 12.1374 24306.77 signal
2025-10-13 18:00:00+00:00 2025-10-14 01:30:00+00:00 4226.74 4209.89 16.6953 -1716.01 signal
2025-10-14 16:30:00+00:00 2025-10-15 12:00:00+00:00 4094.23 4076.43 16.8096 -1822.68 signal
2025-10-19 10:00:00+00:00 2025-10-20 00:00:00+00:00 3933.16 3924.32 17.0276 -929.87 signal
2025-10-20 04:30:00+00:00 2025-10-20 12:00:00+00:00 4052.88 4034.33 16.2886 -1839.20 signal
2025-10-21 14:30:00+00:00 2025-10-21 22:00:00+00:00 4019.95 3910.38 15.9579 -10516.00 signal
2025-10-26 09:00:00+00:00 2025-10-27 08:30:00+00:00 4002.21 4165.60 13.3947 13109.02 signal
2025-10-28 13:30:00+00:00 2025-10-28 15:30:00+00:00 4157.08 4095.35 16.0439 -5968.63 signal
2025-10-29 06:00:00+00:00 2025-10-29 15:30:00+00:00 4025.31 3950.23 15.0797 -6816.94 signal
2025-10-30 23:00:00+00:00 2025-11-01 22:00:00+00:00 3782.32 3868.96 14.2398 7380.36 signal
2025-11-02 23:30:00+00:00 2025-11-03 01:30:00+00:00 3904.80 3835.16 15.6777 -6574.81 signal
2025-11-04 01:30:00+00:00 2025-11-04 05:30:00+00:00 3642.85 3490.30 14.9934 -13744.43 signal
2025-11-05 03:00:00+00:00 2025-11-06 07:00:00+00:00 3327.49 3385.04 12.2773 4222.73 signal
2025-11-07 02:30:00+00:00 2025-11-07 10:00:00+00:00 3345.68 3277.81 13.4678 -5502.02 signal
2025-11-13 03:00:00+00:00 2025-11-13 13:30:00+00:00 3449.23 3436.47 11.4631 -893.37 signal
2025-11-16 02:30:00+00:00 2025-11-16 12:30:00+00:00 3202.04 3168.55 12.0641 -2439.45 signal
2025-11-17 01:00:00+00:00 2025-11-17 14:00:00+00:00 3139.58 3119.54 11.5222 -1399.81 signal
2025-11-19 23:30:00+00:00 2025-11-20 15:00:00+00:00 3024.09 2986.60 11.4946 -2599.32 signal
2025-11-21 14:30:00+00:00 2025-11-23 17:00:00+00:00 2768.87 2806.03 11.6103 2575.60 signal
2025-11-26 17:00:00+00:00 2025-11-27 06:30:00+00:00 2974.65 3026.48 11.6686 3614.58 signal
2025-12-01 21:30:00+00:00 2025-12-03 10:30:00+00:00 2790.68 3054.55 13.7281 21717.85 signal
2025-12-07 17:00:00+00:00 2025-12-08 00:30:00+00:00 3103.22 3061.66 19.3390 -4846.07 signal
2025-12-08 01:00:00+00:00 2025-12-08 15:00:00+00:00 3103.14 3106.41 17.7701 326.57 signal
2025-12-09 15:00:00+00:00 2025-12-10 02:30:00+00:00 3154.50 3309.84 17.5773 16359.52 signal
2025-12-11 19:00:00+00:00 2025-12-12 14:00:00+00:00 3208.37 3223.22 22.3743 1964.70 signal
2025-12-19 03:00:00+00:00 2025-12-20 00:30:00+00:00 2910.47 2973.11 25.3296 9489.76 signal
2026-01-05 17:30:00+00:00 2026-01-06 03:00:00+00:00 3212.21 3222.69 25.8954 1594.92 signal
2026-01-06 14:00:00+00:00 2026-01-06 17:30:00+00:00 3304.99 3194.48 25.6409 -17034.23 signal
2026-01-26 02:00:00+00:00 2026-01-27 08:30:00+00:00 2879.69 2922.21 23.5007 5968.04 signal
2026-01-27 16:00:00+00:00 2026-01-28 05:00:00+00:00 2969.83 2997.17 24.7879 4036.49 signal
2026-02-01 01:00:00+00:00 2026-02-01 15:00:00+00:00 2451.00 2306.90 31.6699 -27411.00 signal
2026-02-02 08:30:00+00:00 2026-02-03 08:30:00+00:00 2248.13 2314.62 22.3211 8884.13 signal
2026-02-05 09:00:00+00:00 2026-02-05 12:00:00+00:00 2137.01 2068.85 27.6297 -11322.29 signal